+294.6%
VTI vs PR
+101.2%
+193.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.6% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | -1.1% | +17.4% | -18.5% | -2.2% |
| 3M | +3.9% | +21.8% | -17.9% | +2.4% |
| 6M | +14.6% | +27.6% | -13.0% | +12.4% |
| YTD | +13.3% | +71.4% | -58.1% | +8.7% |
| 1Y | +19.2% | +78.3% | -59.2% | +13.9% |
| 3Y | +77.4% | +85.5% | -8.1% | +68.0% |
| 5Y | +74.0% | +422.7% | -348.6% | +53.2% |
| 10Y | +294.6% | +87.1% | +207.5% | +278.0% |
| All | +294.6% | +101.2% | +193.4% | +278.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling